Documents Cheng_Yin

Pricing Derivatives by Gram-Charlier Expansions by Yin Hei Cheng A thesis presented to the University of Waterloo in ful�lment of the thesis requirement for the degree…

Documents Interest rate models: from theory to practice Ka Lok Chau HKUST, June 2005.

Slide 1 Interest rate models: from theory to practice Ka Lok Chau HKUST, June 2005 Slide 2 2 Popular models still being used Black, Derman and Toy (1989) Hull and White (1993)…